1. Timestamps in your seed data might benefit from nanoseconds if you really talking about "high" frequency.
2. I agree with you comment that it is easier to think about concurrency in Haskell than in something like C++, however you can't really compete with C/C++ in Haskell. Not even with cgo (Go packages that call C code), not with OCaml or any other higher level beasts that promise the speed. Fortran would be the only one faster for the "algo" part of your initiative. But again, if this is just an exercise, Haskell and others (I prefer Clojure for example :) will do just fine.
3. Would make sense to split the "platform" in two (very different) parts: "Quantitative Analysis" (a collection of tools and rules) and "Technical Glue to Read and Stream". Each can/should be divided further of course, but the two above are essential yet very different for a true "HTF Platform".
I wish I could get down to nano units. iqfeed (a good value feed) just got millisecs in so will settle for that.
I'm preparing some speed tests between C++ and haskell on an identical block of processing so stay tuned! You might be surprised - haskell is way ahead of clojure on compiler smarts.
The split you suggest is exactly what I think is wrong with the way things get done right now. I'd like to integrate the quant inside the read and stream - now that's potentially a large speed up that might compensate a tight budget.
Keep in mind that if you're not an experienced C/C++ coder, you're going to be (largely) benchmarking your relative ability in either language rather than the intrinsic speed of each language.
2. I agree with you comment that it is easier to think about concurrency in Haskell than in something like C++, however you can't really compete with C/C++ in Haskell. Not even with cgo (Go packages that call C code), not with OCaml or any other higher level beasts that promise the speed. Fortran would be the only one faster for the "algo" part of your initiative. But again, if this is just an exercise, Haskell and others (I prefer Clojure for example :) will do just fine.
3. Would make sense to split the "platform" in two (very different) parts: "Quantitative Analysis" (a collection of tools and rules) and "Technical Glue to Read and Stream". Each can/should be divided further of course, but the two above are essential yet very different for a true "HTF Platform".